-22.6%
CHRW vs FN
-54.4%
+31.8%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -14.2% | +10.1% | -4.0% |
| 7D | +0.7% | -16.0% | +16.7% | +0.6% |
| 30D | -5.0% | -40.1% | +35.1% | -5.1% |
| 3M | -16.1% | -43.9% | +27.8% | -16.2% |
| 6M | -22.6% | -55.6% | +33.0% | -22.8% |
| All | -22.6% | -54.4% | +31.8% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded FN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling